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TIME TO REACH STATIONARITY IN THE BERNOULLI-LAPLACE DIFFUSION MODEL.
We study a reaction-diffusion system of partial differential equations, which can be taken to be a basic model for criminal activity, first introduced in [3]. We show that the assumption of a populati...
In this paper, we investigated a density-dependent reaction-diffusion equation, $u_t = (u^{m})_{xx} + u - u^{m}$. This equation is known as the extension of the Fisher or Kolmogoroff-Petrovsky-Piscoun...
Abstract: We consider diffusion processes x_{t} on the unit interval. Doob-transformation techniques consist of a selection of x_{t}-paths procedure. The law of the transformed process is the one of a...
We describe and analyze a bistable reaction-diffusion (RD) model for two interconverting chemical species that exhibits a phenomenon of wave-pinning: a wave of activation of one of the species is init...
We describe and analyze a bistable reaction-diffusion (RD) model for two interconverting chemical species that exhibits a phenomenon of wave-pinning: a wave of activation of one of the species is init...
We describe and analyze a bistable reaction-diffusion (RD) model for two interconverting chemical species that exhibits a phenomenon of wave-pinning: a wave of activation of one of the species is init...
We derive a large deviation principle for the empirical currents of lattice gas dynamics which combine a fast stirring mechanism (Symmetric Simple Exclusion Process) and creation/annihilation mechanis...
A classical diffusion model of Ehrenfest which consists of 2-urns and n-balls is realized by a finite Gelfand pair (Hn, Sn), where Hn is the hyperoctahedral group and Sn is the symmetric group. This f...
In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We deri...
We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in ...
The complex evolution of turbulent mixing in Rayleigh-Taylor convection is studied in terms of eddy diffusiviy models for the mean temperature profile. It is found that a non-linear model, derived wit...
A simple phenomenological model for nonlinear interactions of gravity waves on the surface of deep water is developed. The Snl nonlinear interaction term in the kinetic equation for wave action is rep...
We propose a second generation phenomenological model for nonlinear interaction of gravity waves on the surface of deep water. This model takes into account the effects of non-locality of the original...
The influence of the subtropical gyre on the spread of Mediterranean Water in the Atlantic is discussed in terms of a simple horizontal advection-diffusion model. The northern, southern and western bo...

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